highDmean: Testing Two-Sample Mean in High Dimension

Implements the high-dimensional two-sample test proposed by Zhang (2019) <http://hdl.handle.net/2097/40235>. It also implements the test proposed by Srivastava, Katayama, and Kano (2013) <doi:10.1016/j.jmva.2012.08.014>. These tests are particularly suitable to high dimensional data from two populations for which the classical multivariate Hotelling's T-square test fails due to sample sizes smaller than dimensionality. In this case, the ZWL and ZWLm tests proposed by Zhang (2019) <http://hdl.handle.net/2097/40235>, referred to as zwl_test() in this package, provide a reliable and powerful test.

install.packages("highDmean")

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